Deriving Kalman Filter - An Easy Algorithm

Amaresh Das

Deriving Kalman Filter – An Easy Algorithm

Amaresh Das * §

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Deriving Kalman Filter – An Easy Algorithm

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Abstract

The Kalman filter may be easily understood by the econometricians, and forecasters if it is cast as a problem in Bayesian inference and if along the way some well-known results in multivariate statistics are employed. The aim is to motivate the readers by providing an exposition of the key notions of the predictive tool and by laying its derivation in a few easy steps. The paper does not deal with many other ad hoc techniques used in adaptive Kalman filtering.

References

11 Cites in Article

Reference Format

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2. C Chui,G Chen (1990). Kalman Filtering with Real-Time Applications. Kalman Filtering with Real-Time Applications
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11. Simo Sarakka (2013). Bayesian Filtering and Smoothing. Bayesian Filtering and Smoothing

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Funding

No external funding was declared for this work.

Conflict of Interest

The authors declare no conflict of interest.

Ethical Approval

No ethics committee approval was required for this article type.

Data Availability

Not applicable for this article.

How to Cite This Article

Amaresh Das. 2017. "Deriving Kalman Filter – An Easy Algorithm". Global Journal of Science Frontier Research - F: Mathematics & Decision GJSFR-F Volume 17 (GJSFR Volume 17 Issue F3).

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GJSFR Volume 17 Issue F3

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Journal Specifications

Crossref Journal DOI 10.17406/GJSFR

Print ISSN 0975-5896

e-ISSN 2249-4626

Keywords

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Classification

GJSFR-F Classification MSC 2010: 11Y16

Submission ReceivedApril 13, 2017
Peer Review Double Blind
Handling Editor
Accepted May 11, 2017
Published May 21, 2017

Version of record

v1.2

Issue date

May 30, 2017

Language

English

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Article Matrices

Total Score: 176

Country: United States

Subject: Global Journal of Science Frontier Research

Authors: Amaresh Das, Faisal Alkhateeb (PhD/Dr. count: 0)

View Count (all-time): 324

Total Views (Real + Logic): 950

Total Downloads (simulated): 59

Publish Date: 2017 05, Sun

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Total Views: 950

Total Downloads: 59

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